Illovo Sugar Ltd GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 619.0829 | 12.48 | |
| 0.0593 | 119.71 | |
| 0.9990 | 11,752.94 | |
| 2.0036 | 182,149.73 |
Estimation Period:
May 14, 1993 to Jun 17, 2016
May 14, 1993 to Jun 17, 2016
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